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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$1.51B
Cap. Flow %
-35.7%
Top 10 Hldgs %
46.51%
Holding
2,084
New
814
Increased
393
Reduced
405
Closed
448

Top Buys

Rank Stock Value
1
BDX icon
Becton Dickinson
BDX
+$10.7M
2
PCGU
PG&E Corporation
PCGU
+$4.56M
3
BABA icon
Alibaba
BABA
+$3.29M
4
D icon
Dominion Energy
D
+$3.11M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$3.01M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$80M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

Rank Sector Weight
1 Healthcare 0.8%
2 Financials 0.67%
3 Technology 0.64%
4 Consumer Discretionary 0.59%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WMT icon
51
PUT
Walmart Inc
WMT
$900B
$9.28M 0.22%
193,200
+155,400
+411% +$7.55M
NVDA icon
52
PUT
NVIDIA
NVDA
$4.77T
$9.24M 0.22%
708,000
-992,000
-58% -$13.3M
WMT icon
53
CALL
Walmart Inc
WMT
$900B
$9.21M 0.22%
191,700
+158,400
+476% +$7.69M
PFE icon
54
CALL
Pfizer
PFE
$144B
$9M 0.21%
244,500
+172,406
+239% +$6.32M
TLT icon
55
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$8.77M 0.21%
55,600
+5,800
+12% +$921K
DIS icon
56
PUT
Walt Disney
DIS
$172B
$8.39M 0.2%
46,300
+17,800
+62% +$2.55M
CME icon
57
CME Group
CME
$93.5B
$8.38M 0.2%
46,040
-1,324
-3% -$225K
DIS icon
58
CALL
Walt Disney
DIS
$172B
$8.26M 0.2%
45,600
+16,400
+56% +$2.35M
XLY icon
59
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$8.2M 0.19%
102,000
+87,000
+580% +$6.71M
XLU icon
60
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$7.94M 0.19%
253,400
+129,800
+105% +$4.11M
NFLX icon
61
PUT
Netflix
NFLX
$301B
$7.73M 0.18%
143,000
-26,000
-15% -$1.32M
BIDU icon
62
CALL
Baidu
BIDU
$35.7B
$7.72M 0.18%
35,700
+27,900
+358% +$4.14M
COST icon
63
CALL
Costco
COST
$429B
$7.65M 0.18%
20,300
-9,900
-33% -$3.7M
CMG icon
64
PUT
Chipotle Mexican Grill
CMG
$43B
$7.49M 0.18%
270,000
-115,000
-30% -$3.02M
BIDU icon
65
PUT
Baidu
BIDU
$35.7B
$7.31M 0.17%
33,800
+28,900
+590% +$4.29M
NFLX icon
66
CALL
Netflix
NFLX
$301B
$7.14M 0.17%
132,000
-48,000
-27% -$2.43M
XLV icon
67
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$6.94M 0.16%
61,200
+41,600
+212% +$4.54M
JNJ icon
68
CALL
Johnson & Johnson
JNJ
$643B
$6.94M 0.16%
44,100
+31,700
+256% +$4.68M
SRE icon
69
PUT
Sempra
SRE
$59.2B
$6.93M 0.16%
108,800
-9,000
-8% -$579K
BURL icon
70
PUT
Burlington
BURL
$23.3B
$6.7M 0.16%
25,600
-600
-2% -$134K
SO icon
71
CALL
Southern Company
SO
$109B
$6.54M 0.15%
106,500
-2,100
-2% -$126K
TLT icon
72
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$6.34M 0.15%
40,200
-5,500
-12% -$873K
C icon
73
PUT
Citigroup
C
$222B
$6.34M 0.15%
102,800
+65,100
+173% +$3.31M
FDX icon
74
CALL
FedEx
FDX
$74B
$6.28M 0.15%
24,200
+13,200
+120% +$3.66M
PFE icon
75
PUT
Pfizer
PFE
$144B
$6.24M 0.15%
169,400
+131,983
+353% +$4.84M
1 2
3
4 5

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Two Sigma Securities's Q4 2020 Portfolio in Review

As of Q4 2020, Two Sigma Securities held 2,084 positions worth $4.22B, down 14% from $4.89B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Two Sigma Securities withdrew a net $1.51B in Q4 2020, closing 448 positions and reducing 405 holdings. Its most notable exit was Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A, an estimated $41.8M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 0.8% of assets, up from 0.3% a quarter earlier, followed by Financials and Technology.

Against the trend, Two Sigma Securities opened a new position in Dominion Energy worth $2.94M.

  • Two Sigma Securities's largest Q4 2020 buy was Dominion Energy: 39,163 shares worth $2.94M.
  • Two Sigma Securities added most to Becton Dickinson in Q4 2020, an estimated $10.7M increase.
  • Two Sigma Securities's biggest Q4 2020 reduction was Tesla, cutting an estimated $80M.
  • Two Sigma Securities fully exited Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A in Q4 2020, selling an estimated $41.8M.
  • Two Sigma Securities's ten largest holdings make up 47% of its $4.22B portfolio in Q4 2020.
  • Two Sigma Securities opened 814 new positions and closed 448 in Q4 2020.
  • Two Sigma Securities's portfolio value fell 14% quarter-over-quarter to $4.22B.

Based on Two Sigma Securities's 13F filing for Q4 2020, filed 16 Feb 2021.